作者: cruise 時(shí)間: 2025-3-21 21:36 作者: maroon 時(shí)間: 2025-3-22 02:18 作者: 偉大 時(shí)間: 2025-3-22 04:37
,Top-Arbeitgeber – Wer sind die besten?,ention model, and the errors are ranked with respect to residuals in the pre-intervention period. The method is illustrated with the Los Angeles oxidant data previously analyzed by Box and Tiao (1975).作者: 燦爛 時(shí)間: 2025-3-22 12:28
Determinanten des Berufserfolgs,en used in a number of applications involving single equation dynamic regression. In this chapter the implications of including stochastic trends in simultaneous equation systems are considered. The issue of identifiability is discussed, and full information and limited information maximum likelihood estimation procedures are developed.作者: 投射 時(shí)間: 2025-3-22 15:04
Goldene Regeln in Kaufmannsfamilien,s, with allowance for serial dependence of a general kind in the disturbances. These results draw on general theorems for extremum estimates, which can also be applied to more general time-varying models.作者: 投射 時(shí)間: 2025-3-22 20:51 作者: WAIL 時(shí)間: 2025-3-22 23:39
Bayesian Inferences about the Intersection of Two Regressions parameters, the marginal posterior density of the intersection is derived. This density can be expressed in closed form, but it is not a standard density. With numerical integration, the density can be normalized and point and interval estimators computed.作者: thyroid-hormone 時(shí)間: 2025-3-23 02:14
Nonparametric Sequential Surveillance of Intervention Effects in Time Seriesention model, and the errors are ranked with respect to residuals in the pre-intervention period. The method is illustrated with the Los Angeles oxidant data previously analyzed by Box and Tiao (1975).作者: Hormones 時(shí)間: 2025-3-23 08:24
Stochastic Trends in Simultaneous Equation Systemsen used in a number of applications involving single equation dynamic regression. In this chapter the implications of including stochastic trends in simultaneous equation systems are considered. The issue of identifiability is discussed, and full information and limited information maximum likelihood estimation procedures are developed.作者: 簡(jiǎn)潔 時(shí)間: 2025-3-23 11:06
Time-Varying Nonlinear Regressions, with allowance for serial dependence of a general kind in the disturbances. These results draw on general theorems for extremum estimates, which can also be applied to more general time-varying models.作者: octogenarian 時(shí)間: 2025-3-23 16:13 作者: 周年紀(jì)念日 時(shí)間: 2025-3-23 20:50 作者: 正式通知 時(shí)間: 2025-3-23 23:42
,Alter(n) — Leistung — Innovation,a relationship. Some properties of the time-varying parameter (TVP) cointe-grated process and of the estimation procedure are suggested, and an empirical example is illustrated by using US data on prices and wages.作者: arterioles 時(shí)間: 2025-3-24 03:51 作者: plasma-cells 時(shí)間: 2025-3-24 09:20 作者: Merited 時(shí)間: 2025-3-24 11:31 作者: 條街道往前推 時(shí)間: 2025-3-24 17:59 作者: Defense 時(shí)間: 2025-3-24 19:30 作者: Accolade 時(shí)間: 2025-3-25 01:38 作者: Genome 時(shí)間: 2025-3-25 04:49 作者: 弄污 時(shí)間: 2025-3-25 07:41
Stability Analysis Using Kalman Filtering, Scoring, EM, and an Adaptive EM methodGoldfeld type) West German money-demand function testing its stability via testing the variances of the random walk for zero. We compare these results to a descriptive stability analysis that uses so-called flexible least squares—a nonstochastic variant of Kaiman filtering.作者: Obituary 時(shí)間: 2025-3-25 15:16
https://doi.org/10.1007/978-3-658-08233-8e Monte Carlo computes sequences of rejection frequencies of DF and Chow tests and shows that these are low. Thus, care is required in interpreting unit-root tests since failure to reject does not entail that the null is true.作者: gene-therapy 時(shí)間: 2025-3-25 19:04 作者: misshapen 時(shí)間: 2025-3-25 21:05 作者: DIS 時(shí)間: 2025-3-26 00:58
A New Approach to Statistical Forecastinging it possible to have different models or methods or both to predict each of the m horizons. In addition to being theoretically appealing, this new approach outperforms the best method of the M-competition by a large margin when tested empirically.作者: 乞丐 時(shí)間: 2025-3-26 08:11 作者: 外面 時(shí)間: 2025-3-26 10:25
IntroductionThis volume contains 21 papers that are grouped into four parts. These are:作者: Constitution 時(shí)間: 2025-3-26 15:09
https://doi.org/10.1007/978-3-322-83852-0of the CUSUM and MO-SUM procedures, based on robustified recursive residuals and .-estimators, are presented. Some results of a simulation study are given; they coincide with those from the theoretical considerations.作者: 顯示 時(shí)間: 2025-3-26 19:35
https://doi.org/10.1007/978-3-662-50518-2 to ordinary least squares (OLS) residuals. We show how to modify the test statistic, derive its limiting distribution under .., and compare the finite sample power of the two versions of the test via Monte Carlo experiments.作者: ASSAY 時(shí)間: 2025-3-26 22:49 作者: Hippocampus 時(shí)間: 2025-3-27 05:08
https://doi.org/10.1007/978-3-322-83852-0of the CUSUM and MO-SUM procedures, based on robustified recursive residuals and .-estimators, are presented. Some results of a simulation study are given; they coincide with those from the theoretical considerations.作者: BARK 時(shí)間: 2025-3-27 05:18
https://doi.org/10.1007/978-3-662-50518-2 to ordinary least squares (OLS) residuals. We show how to modify the test statistic, derive its limiting distribution under .., and compare the finite sample power of the two versions of the test via Monte Carlo experiments.作者: UTTER 時(shí)間: 2025-3-27 09:43
https://doi.org/10.1007/978-3-662-29299-0 Kimball’s inequality, we give simple exact bounds for the null distribution of a general Wald-type statistic for testing any set of linear restrictions linking the coefficients of the regressions. The bounds proposed are based on central Fisher distributions, so that the .-values can be obtained by作者: 類(lèi)似思想 時(shí)間: 2025-3-27 15:23 作者: Subjugate 時(shí)間: 2025-3-27 19:31 作者: 使迷惑 時(shí)間: 2025-3-28 01:40
,Top-Arbeitgeber – Wer sind die besten?,exponentially weighted moving averages of the ranks of the post-intervention one-step-ahead forecast errors. The forecasts are based on the pre-intervention model, and the errors are ranked with respect to residuals in the pre-intervention period. The method is illustrated with the Los Angeles oxida作者: HAVOC 時(shí)間: 2025-3-28 03:59
https://doi.org/10.1007/978-3-658-08233-8ing Monte Carlo methods. Such tests lose power compared with the equivalent parameter values when no breaks occur. .-tests for structural breaks fail to detect shifts that are large enough to mimic unit roots. The response surface summarizing a conventional Monte Carlo highlights the effects on Dick作者: Corroborate 時(shí)間: 2025-3-28 09:14 作者: hemorrhage 時(shí)間: 2025-3-28 10:29 作者: Ornithologist 時(shí)間: 2025-3-28 15:31 作者: giggle 時(shí)間: 2025-3-28 19:14 作者: Champion 時(shí)間: 2025-3-28 23:21 作者: Conscientious 時(shí)間: 2025-3-29 03:12
,Kosten- und Qualit?tsbewusstsein,ric state-space. Kaiman filtering enters these methods in an essential way. The EM method can be turned into an on-line (adaptive) estimation method, which can be conveniently used for speeding up the ML estimation procedure. We apply these techniques to a random walk parameter model of a standard (作者: 兇猛 時(shí)間: 2025-3-29 11:04
,?Girls’ Day – M?dchen-Zukunftstag“,posite forecasts depends on the validity of a maintained assumption, namely, that one of the models among those whose forecasts are combined is the true data-generating process. The implications of this phenomenon are explored.作者: 倔強(qiáng)一點(diǎn) 時(shí)間: 2025-3-29 11:42 作者: 婚姻生活 時(shí)間: 2025-3-29 16:09 作者: 碎石 時(shí)間: 2025-3-29 22:41
Recursive ,-Tests for the Change-Point Problemof the CUSUM and MO-SUM procedures, based on robustified recursive residuals and .-estimators, are presented. Some results of a simulation study are given; they coincide with those from the theoretical considerations.作者: 公共汽車(chē) 時(shí)間: 2025-3-30 03:52 作者: 蛛絲 時(shí)間: 2025-3-30 04:16 作者: 災(zāi)禍 時(shí)間: 2025-3-30 09:36
https://doi.org/10.1007/978-3-662-06824-3Statistik; Statistische Analyse; Strukturwandel; Wachstum; calculus; econometrics; equilibrium; forecasting作者: FLAT 時(shí)間: 2025-3-30 13:57
978-3-662-06826-7Springer-Verlag Berlin Heidelberg 1991作者: Cabinet 時(shí)間: 2025-3-30 18:00
Conference proceedings 1991nomic growth and its impacts on the economic system. Indeed, economic growth was a motivating concept for this volume. In 1983, the International Institute for Applied Systems Analysis (IIASA) in Laxen- burg/ Austria initiated an ambitious project on "Economic Growth and Structural Change".作者: Recessive 時(shí)間: 2025-3-31 00:39
cts is economic growth and its impacts on the economic system. Indeed, economic growth was a motivating concept for this volume. In 1983, the International Institute for Applied Systems Analysis (IIASA) in Laxen- burg/ Austria initiated an ambitious project on "Economic Growth and Structural Change".978-3-662-06826-7978-3-662-06824-3作者: LANCE 時(shí)間: 2025-3-31 01:18
Recursive ,-Tests for the Change-Point Problemof the CUSUM and MO-SUM procedures, based on robustified recursive residuals and .-estimators, are presented. Some results of a simulation study are given; they coincide with those from the theoretical considerations.作者: 流利圓滑 時(shí)間: 2025-3-31 09:03
Recursive vs. OLS Residuals in the CUSUM Test to ordinary least squares (OLS) residuals. We show how to modify the test statistic, derive its limiting distribution under .., and compare the finite sample power of the two versions of the test via Monte Carlo experiments.作者: 放肆的我 時(shí)間: 2025-3-31 12:02 作者: 綁架 時(shí)間: 2025-3-31 14:18
A Further Look at Model Evaluationn tests using jackknife procedures. The comparisons are based on a Monte Carlo study using different structural forms. The structural forms are partly misspecified. Three sets of simulations are presented: A variety of single equation models, a simple multi-equation macro model, and Klein’s Model I
